Anic Equity¶

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Total return since start: 0.574 %¶

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Equity now: -----------------------------> 48068.18 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45505.4 Kr¶

PnL: ---------------------------------------> 264.8 Kr¶

DD now: ---------------------------------> -9.511 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-07 11:07:02.696728'

Anic Portfolio¶

Today¶

Return: -0.342 %¶

This Week¶

Return: -0.342 %¶

Total portfolio value¶

Return including deposits: 57.363 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
VEF 786 -1.100000 1982.290000 382.620000 23.920000 1599.670344
Vitec Software Group B 2 -0.680000 1170.000000 83.000000 7.640000 1087.000000
Nordic Waterproofing Holding 7 -2.010000 1024.800000 57.800000 5.980000 966.999999
NP3 Fastigheter 32 -1.390000 5676.800000 -6.400000 -0.110000 5683.200000
Investor B 27 -0.240000 5670.000000 -6.750000 -0.120000 5676.750000
Volvo B 25 -0.070000 5721.250000 -7.500000 -0.130000 5728.750000
Volvo A 24 0.170000 5635.200000 -9.600000 -0.170000 5644.800000
EnQuest PLC 2351 2.030000 5675.310000 -23.510000 -0.410000 5698.824000
Lindab International 35 -1.670000 5551.000000 -28.000000 -0.500000 5579.000000
Tethys Oil 109 1.620000 5815.150000 -80.660000 -1.370000 5895.810000
Orrön Energy 148 -3.120000 1583.600000 -96.200000 -5.730000 1679.800000
TOTAL 45505.400000 264.800000 -9.5108% 45240.604343

Updated:¶

'2023-08-07 11:07:20.404261'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶